Gourieroux, Christian, 1949-
Date
1949-
Label
Gourieroux, Christian, 1949-
Name
Gourieroux, Christian
Actions
Incoming Resources
- Contributor of41
- Kernel based nonlinear canonical analysis
- Kernel autocorrelogram for time deformed processes
- Causality between returns and trated volumes
- Une note sur l'efficacite des procedures d'estimation en deux etapes
- Nonlinear innovations and impulse responses
- Arbitrage-based pricing when volatility is stochastic
- Arbitrage-based pricing when volatility is stochastic
- The informational content of household decisions, with application to insurance under adverse selection
- Multiregime term structure models
- Dynamiques tronquees et estimation de modeles de diffusion
- Truncated dynamics and estimation of diffusion equations
- Ajustements des prix bid et ask en presence d'information privee
- Nonlinear persistence and copersistence
- Econometric specification of the risk neutral valuation model
- Compound autoregressive models
- Trading patterns, time defromation and stochastic volatility in foreign exchange markets
- Computation of multipliers in multivariate rational expectations models
- Linear factor models and the term structure of interest rates
- Bartlett identities tests
- Computation of multipliers in multivariate rational expectations models
- Covariance estimators and adjusted pseudo maximum likelihood method
- Bartlett identities tests
- An econometric analysis of household portfolio allocation
- Market time and asset price movements, theory and estimation
- Prediction of contingent price measures
- Sensitivity analysis of value at risk
- Dynamic factor models
- Rank tests for unit roots
- Granularity theory with applications to finance and insurance, Patrick Gagliardini ; Christian Gourieroux
- Kernel based nonlinear canonical analysis and time reversibility
- Non-nested hypotheses and instrumental models
- Actifs financiers et theorie de la consommation
- Actifs financiers et theorie de la consommation
- Pseudo maximum likelihood method, adjusted pseudo maximum likelihood method and covariance estimators
- Bartlett identities tests
- Modeles statistiques de valorisation par arbitrage
- Stochastic volatility duration models
- Granularity theory with applications to finance and insurance, Patrick Gagliardini, Universita della Svizzera Italiana, Switzerland, Christian Gourieroux, CREST (Paris) and University of Toronto
- Factor ARMA representation of a Markov process
- Kernel based nonlinear canonical analysis
- Evidence of adverse selection in automobile insurance markets
- Truncated maximum likelihood and nonparametric tail analysis
- Econometrics of qualitative dependent variables, Christian Gourieroux ; translated by Paul B. Klassen
- Series Temporelles et modeles dynamiques, Christian Gourieroux, Alain Monfort
- Local likelihood density estimation and value at risk
- Consistent M-estimators in
- Indirect inference for stochastic differential equations
- The econometrics of efficient frontiers
- Qualitative threshold ARCH models
- Nonlinear autocorrelograms, an application to intra-trade durations
- Kullback causality measures
- Statistique et modèles économétriques, Christian Gourieroux, Alain Monfort
- Statistics and econometric models, Christian Gourieroux, Alain Monfort ; translated by Quang Vuong, Volume 2
- Series codependantes, Application a l'hypothese de parite du pouvoir d'achat
- Unemployment insurance and mortgages
- Testing for common roots
- Testing, encompassing and stimulating dynamic econometric models
- Kernel M-estimators and functional residual plots
- Simulation-based econometric methods, Christian Gouriéroux and Alain Monfort
- Courbes de performance et de discrimination
- Testing non nested hypotheses
- Two stage generalized moment method with applications to regressions with heteroscedasticity of unknown form
- Testing price exogeneity in the canonical disequilibrium model
- Simulation based inference, a survey with special reference to panel data models
- Diffusion et effet de vague
- A general framework for testing a null hypothesis in a "mixed"form
- Calibration by simulation for small sample bias correction
- Econometrie des variables qualitatives, Christian Gourieroux
- Matching procedures and market characteristics
- Classification d'actifs financiers selon leurs performances
- Estimation of a dynamic hedge
- M-estimateurs ponderes ou comment corriger des biais de sondage
- Financial econometrics, Christian Gourieroux and Joann Jasiak
- Test sur le noyau, l'image et le rang de la matrice des coefficients d'un modele lineare multivarie
- Econometrics based on endogenous samples
- Intra-day market activity
- Time series and dynamic models, Christian Gourieroux, Alain Monfort ; translated and edited by Giampiero M. Gallo
- ARCH models and financial applications, Christian Gouriéroux
- Les transitions en economie, Les changements de prix en Russie dans les annees vingt
- Econometrics of count data, the A.L.D.P. model
- Nonlinear panel data models with dynamic heterogeneity
- Modeles de comptage semi-parametriques
- Tails and extremal behaviour of stochastic unit root models
- Statistics and econometric models, Christian Gourieroux, Alain Monfort ; translated by Quang Vuong, Volume 1
- Constraintes bilineaires, estimation at test
- A general framework for factor models
- Regression and non stationarity
- Simulation based inference in models with heterogeneity
- Estimation of the term structure from bond data
- Additive log-differenced probability models for count data
- The econometrics of individual risk, credit, insurance, and marketing, Christian Gourieroux, Joann Jasiak
- Author of2